Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,733.5 |
6,729.0 |
-4.5 |
-0.1% |
6,644.0 |
High |
6,740.5 |
6,740.5 |
0.0 |
0.0% |
6,741.0 |
Low |
6,718.0 |
6,713.0 |
-5.0 |
-0.1% |
6,644.0 |
Close |
6,729.5 |
6,717.0 |
-12.5 |
-0.2% |
6,717.0 |
Range |
22.5 |
27.5 |
5.0 |
22.2% |
97.0 |
ATR |
66.9 |
64.0 |
-2.8 |
-4.2% |
0.0 |
Volume |
507 |
175 |
-332 |
-65.5% |
2,025 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,806.0 |
6,789.0 |
6,732.1 |
|
R3 |
6,778.5 |
6,761.5 |
6,724.6 |
|
R2 |
6,751.0 |
6,751.0 |
6,722.0 |
|
R1 |
6,734.0 |
6,734.0 |
6,719.5 |
6,728.8 |
PP |
6,723.5 |
6,723.5 |
6,723.5 |
6,720.9 |
S1 |
6,706.5 |
6,706.5 |
6,714.5 |
6,701.3 |
S2 |
6,696.0 |
6,696.0 |
6,712.0 |
|
S3 |
6,668.5 |
6,679.0 |
6,709.4 |
|
S4 |
6,641.0 |
6,651.5 |
6,701.9 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,991.7 |
6,951.3 |
6,770.4 |
|
R3 |
6,894.7 |
6,854.3 |
6,743.7 |
|
R2 |
6,797.7 |
6,797.7 |
6,734.8 |
|
R1 |
6,757.3 |
6,757.3 |
6,725.9 |
6,777.5 |
PP |
6,700.7 |
6,700.7 |
6,700.7 |
6,710.8 |
S1 |
6,660.3 |
6,660.3 |
6,708.1 |
6,680.5 |
S2 |
6,603.7 |
6,603.7 |
6,699.2 |
|
S3 |
6,506.7 |
6,563.3 |
6,690.3 |
|
S4 |
6,409.7 |
6,466.3 |
6,663.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,741.0 |
6,609.0 |
132.0 |
2.0% |
56.1 |
0.8% |
82% |
False |
False |
850 |
10 |
6,741.0 |
6,609.0 |
132.0 |
2.0% |
51.8 |
0.8% |
82% |
False |
False |
3,014 |
20 |
6,741.0 |
6,331.0 |
410.0 |
6.1% |
66.3 |
1.0% |
94% |
False |
False |
2,701 |
40 |
6,741.0 |
6,331.0 |
410.0 |
6.1% |
62.1 |
0.9% |
94% |
False |
False |
1,882 |
60 |
6,741.0 |
6,209.5 |
531.5 |
7.9% |
56.9 |
0.8% |
95% |
False |
False |
1,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,857.4 |
2.618 |
6,812.5 |
1.618 |
6,785.0 |
1.000 |
6,768.0 |
0.618 |
6,757.5 |
HIGH |
6,740.5 |
0.618 |
6,730.0 |
0.500 |
6,726.8 |
0.382 |
6,723.5 |
LOW |
6,713.0 |
0.618 |
6,696.0 |
1.000 |
6,685.5 |
1.618 |
6,668.5 |
2.618 |
6,641.0 |
4.250 |
6,596.1 |
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